+58.1%
XLE vs U
+72.0%
-13.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.9% | -17.9% | -3.3% |
| 7D | -10.3% | +24.3% | -34.6% | -10.8% |
| 30D | -3.3% | +8.6% | -11.9% | -3.5% |
| 3M | +8.2% | +37.6% | -29.4% | +7.1% |
| 6M | +5.0% | +78.5% | -73.5% | +2.9% |
| YTD | +40.6% | +10.5% | +30.1% | +40.6% |
| 1Y | +45.0% | +15.2% | +29.8% | +44.4% |
| All | +58.1% | +72.0% | -13.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded U wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling